Petra Sinagl

University of Iowa - Department of Finance

Iowa City, IA 52242-1000

United States

http://andrlikova.com

SCHOLARLY PAPERS

7

DOWNLOADS

869

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

When does Cash-flow Risk Matter to Investors? Evidence from the COVID-19 Pandemic

Number of pages: 45 Posted: 03 Apr 2020 Last Revised: 08 Jun 2020
Petra Sinagl
University of Iowa - Department of Finance
Downloads 479 (74,548)
Citation 1

Abstract:

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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks

2.

Asset Price Bubbles in the Australian Market

CIFR Paper No. 119/2016
Number of pages: 154 Posted: 30 Aug 2016
The University of Sydney Business School, University of Iowa - Department of Finance, University of Sydney - Discipline of Finance, Macquarie University, University of Cambridge - Faculty of Economics and Politics, University of Sydney Business School, The University of Sydney - Discipline of Finance and University of Sydney - Business School - Finance Discipline
Downloads 147 (246,432)

Abstract:

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Asset Price bubbles, Markets

3.

Preference Shocks and Contemporaneous Cash Flow Risk

Number of pages: 59 Posted: 27 Apr 2020 Last Revised: 30 Mar 2021
Petra Sinagl
University of Iowa - Department of Finance
Downloads 87 (356,324)

Abstract:

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contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator

4.

The Idiosyncratic Volatility Puzzle with Learning and Asymmetric Signal Precision

Number of pages: 66 Posted: 07 May 2020 Last Revised: 04 Jan 2021
University of Oklahoma, Monash University and University of Iowa - Department of Finance
Downloads 62 (430,164)

Abstract:

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Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance

5.

Managerial Incentives to Innovate During Crises: The Schumpeterian View

Number of pages: 43 Posted: 06 Mar 2021
Petra Sinagl and Jiawei (Brooke) Wang
University of Iowa - Department of Finance and University of Iowa - Department of Finance
Downloads 58 (444,429)

Abstract:

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Innovation, Crises, Executive Compensation, Managerial Incentives, Financial Constraints

6.

The Price of Asymmetric Dependence: International Evidence

Number of pages: 55 Posted: 29 Apr 2020
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance
Downloads 36 (538,671)
Citation 1

Abstract:

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International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations

7.

Asymmetric Dependence in Real Estate Investment Trusts: An Asset-Pricing Analysis

Journal of Real Estate Finance and Economics, Vol. 56, No. 2, 2018
Posted: 25 Feb 2018
Jamie Alcock and Petra Sinagl
The University of Sydney Business School and University of Iowa - Department of Finance

Abstract:

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REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj